Locally Ideal Formulations for Piecewise Linear Functions with Indicator Variables
Abstract: In this paper, we consider mixed integer linear programming (MIP) formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context.
Keywords: Pieceise Linear Functions; Integer Programming Modeling; Indicator Variables
Category 1: Integer Programming ((Mixed) Integer Linear Programming )
Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )
Category 3: Applications -- Science and Engineering
Citation: Technical Report #1788, Computer Sciences Department, University of Wisconsin-Madison.
Entry Submitted: 04/12/2013
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|